Sample Lyapunov exponent for a class of linear Markovian systems over \(\mathbb{Z}^d\) (Q1392652): Difference between revisions

Let \(\{Y_i(t)\}\), \(i\in Z^d\), be independent copies of a one-dimensional Lévy process \(Y(t)\), where \(Z^d\) is the \(d\)-dimensional cubic lattice. The authors consider the following stochastic partial differential equation over \(Z^d\): \[ d\xi_i(t) =\kappa A \xi_i(t) dt+\xi_i(t-) dY_i(t), \quad i\in Z^d, \] where \(\kappa>0\) is a constant and \(A\) is an infinitesimal generator of a continuous time random walk on \(Z^d\). The authors establish the existence of the sample Lyapunov exponent \(\lambda\) for the solution of the basic equation and investigate its asymptotic behaviour as \(\kappa\downarrow 0\).